Note on approximate skewness and kurtosis of the two-stage least-square estimator

A. L. Nagar and Aman Ullah
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A. L. Nagar: University of Delhi

Indian Economic Review, 2019, vol. 54, issue 1, No 10, 147-157

Abstract: Abstract In the present paper we obtain the first four exact moments of the two-stage least-squares estimator of the scalar coefficient of the endogenous variable on the right of the structural equation to be estimated. We also derive approximations to the skewness and kurtosis coefficients of this estimator.

Date: 2019
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DOI: 10.1007/s41775-019-00073-2

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